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authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
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Moving lapack to right place
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- SUBROUTINE DLAGV2( A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, CSL, SNL,
- $ CSR, SNR )
-*
-* -- LAPACK auxiliary routine (version 3.1) --
-* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
-* November 2006
-*
-* .. Scalar Arguments ..
- INTEGER LDA, LDB
- DOUBLE PRECISION CSL, CSR, SNL, SNR
-* ..
-* .. Array Arguments ..
- DOUBLE PRECISION A( LDA, * ), ALPHAI( 2 ), ALPHAR( 2 ),
- $ B( LDB, * ), BETA( 2 )
-* ..
-*
-* Purpose
-* =======
-*
-* DLAGV2 computes the Generalized Schur factorization of a real 2-by-2
-* matrix pencil (A,B) where B is upper triangular. This routine
-* computes orthogonal (rotation) matrices given by CSL, SNL and CSR,
-* SNR such that
-*
-* 1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0
-* types), then
-*
-* [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
-* [ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
-*
-* [ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
-* [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ],
-*
-* 2) if the pencil (A,B) has a pair of complex conjugate eigenvalues,
-* then
-*
-* [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
-* [ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
-*
-* [ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
-* [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ]
-*
-* where b11 >= b22 > 0.
-*
-*
-* Arguments
-* =========
-*
-* A (input/output) DOUBLE PRECISION array, dimension (LDA, 2)
-* On entry, the 2 x 2 matrix A.
-* On exit, A is overwritten by the ``A-part'' of the
-* generalized Schur form.
-*
-* LDA (input) INTEGER
-* THe leading dimension of the array A. LDA >= 2.
-*
-* B (input/output) DOUBLE PRECISION array, dimension (LDB, 2)
-* On entry, the upper triangular 2 x 2 matrix B.
-* On exit, B is overwritten by the ``B-part'' of the
-* generalized Schur form.
-*
-* LDB (input) INTEGER
-* THe leading dimension of the array B. LDB >= 2.
-*
-* ALPHAR (output) DOUBLE PRECISION array, dimension (2)
-* ALPHAI (output) DOUBLE PRECISION array, dimension (2)
-* BETA (output) DOUBLE PRECISION array, dimension (2)
-* (ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the
-* pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may
-* be zero.
-*
-* CSL (output) DOUBLE PRECISION
-* The cosine of the left rotation matrix.
-*
-* SNL (output) DOUBLE PRECISION
-* The sine of the left rotation matrix.
-*
-* CSR (output) DOUBLE PRECISION
-* The cosine of the right rotation matrix.
-*
-* SNR (output) DOUBLE PRECISION
-* The sine of the right rotation matrix.
-*
-* Further Details
-* ===============
-*
-* Based on contributions by
-* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
-*
-* =====================================================================
-*
-* .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
-* ..
-* .. Local Scalars ..
- DOUBLE PRECISION ANORM, ASCALE, BNORM, BSCALE, H1, H2, H3, QQ,
- $ R, RR, SAFMIN, SCALE1, SCALE2, T, ULP, WI, WR1,
- $ WR2
-* ..
-* .. External Subroutines ..
- EXTERNAL DLAG2, DLARTG, DLASV2, DROT
-* ..
-* .. External Functions ..
- DOUBLE PRECISION DLAMCH, DLAPY2
- EXTERNAL DLAMCH, DLAPY2
-* ..
-* .. Intrinsic Functions ..
- INTRINSIC ABS, MAX
-* ..
-* .. Executable Statements ..
-*
- SAFMIN = DLAMCH( 'S' )
- ULP = DLAMCH( 'P' )
-*
-* Scale A
-*
- ANORM = MAX( ABS( A( 1, 1 ) )+ABS( A( 2, 1 ) ),
- $ ABS( A( 1, 2 ) )+ABS( A( 2, 2 ) ), SAFMIN )
- ASCALE = ONE / ANORM
- A( 1, 1 ) = ASCALE*A( 1, 1 )
- A( 1, 2 ) = ASCALE*A( 1, 2 )
- A( 2, 1 ) = ASCALE*A( 2, 1 )
- A( 2, 2 ) = ASCALE*A( 2, 2 )
-*
-* Scale B
-*
- BNORM = MAX( ABS( B( 1, 1 ) ), ABS( B( 1, 2 ) )+ABS( B( 2, 2 ) ),
- $ SAFMIN )
- BSCALE = ONE / BNORM
- B( 1, 1 ) = BSCALE*B( 1, 1 )
- B( 1, 2 ) = BSCALE*B( 1, 2 )
- B( 2, 2 ) = BSCALE*B( 2, 2 )
-*
-* Check if A can be deflated
-*
- IF( ABS( A( 2, 1 ) ).LE.ULP ) THEN
- CSL = ONE
- SNL = ZERO
- CSR = ONE
- SNR = ZERO
- A( 2, 1 ) = ZERO
- B( 2, 1 ) = ZERO
-*
-* Check if B is singular
-*
- ELSE IF( ABS( B( 1, 1 ) ).LE.ULP ) THEN
- CALL DLARTG( A( 1, 1 ), A( 2, 1 ), CSL, SNL, R )
- CSR = ONE
- SNR = ZERO
- CALL DROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
- CALL DROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
- A( 2, 1 ) = ZERO
- B( 1, 1 ) = ZERO
- B( 2, 1 ) = ZERO
-*
- ELSE IF( ABS( B( 2, 2 ) ).LE.ULP ) THEN
- CALL DLARTG( A( 2, 2 ), A( 2, 1 ), CSR, SNR, T )
- SNR = -SNR
- CALL DROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
- CALL DROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
- CSL = ONE
- SNL = ZERO
- A( 2, 1 ) = ZERO
- B( 2, 1 ) = ZERO
- B( 2, 2 ) = ZERO
-*
- ELSE
-*
-* B is nonsingular, first compute the eigenvalues of (A,B)
-*
- CALL DLAG2( A, LDA, B, LDB, SAFMIN, SCALE1, SCALE2, WR1, WR2,
- $ WI )
-*
- IF( WI.EQ.ZERO ) THEN
-*
-* two real eigenvalues, compute s*A-w*B
-*
- H1 = SCALE1*A( 1, 1 ) - WR1*B( 1, 1 )
- H2 = SCALE1*A( 1, 2 ) - WR1*B( 1, 2 )
- H3 = SCALE1*A( 2, 2 ) - WR1*B( 2, 2 )
-*
- RR = DLAPY2( H1, H2 )
- QQ = DLAPY2( SCALE1*A( 2, 1 ), H3 )
-*
- IF( RR.GT.QQ ) THEN
-*
-* find right rotation matrix to zero 1,1 element of
-* (sA - wB)
-*
- CALL DLARTG( H2, H1, CSR, SNR, T )
-*
- ELSE
-*
-* find right rotation matrix to zero 2,1 element of
-* (sA - wB)
-*
- CALL DLARTG( H3, SCALE1*A( 2, 1 ), CSR, SNR, T )
-*
- END IF
-*
- SNR = -SNR
- CALL DROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
- CALL DROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
-*
-* compute inf norms of A and B
-*
- H1 = MAX( ABS( A( 1, 1 ) )+ABS( A( 1, 2 ) ),
- $ ABS( A( 2, 1 ) )+ABS( A( 2, 2 ) ) )
- H2 = MAX( ABS( B( 1, 1 ) )+ABS( B( 1, 2 ) ),
- $ ABS( B( 2, 1 ) )+ABS( B( 2, 2 ) ) )
-*
- IF( ( SCALE1*H1 ).GE.ABS( WR1 )*H2 ) THEN
-*
-* find left rotation matrix Q to zero out B(2,1)
-*
- CALL DLARTG( B( 1, 1 ), B( 2, 1 ), CSL, SNL, R )
-*
- ELSE
-*
-* find left rotation matrix Q to zero out A(2,1)
-*
- CALL DLARTG( A( 1, 1 ), A( 2, 1 ), CSL, SNL, R )
-*
- END IF
-*
- CALL DROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
- CALL DROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
-*
- A( 2, 1 ) = ZERO
- B( 2, 1 ) = ZERO
-*
- ELSE
-*
-* a pair of complex conjugate eigenvalues
-* first compute the SVD of the matrix B
-*
- CALL DLASV2( B( 1, 1 ), B( 1, 2 ), B( 2, 2 ), R, T, SNR,
- $ CSR, SNL, CSL )
-*
-* Form (A,B) := Q(A,B)Z' where Q is left rotation matrix and
-* Z is right rotation matrix computed from DLASV2
-*
- CALL DROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
- CALL DROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
- CALL DROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
- CALL DROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
-*
- B( 2, 1 ) = ZERO
- B( 1, 2 ) = ZERO
-*
- END IF
-*
- END IF
-*
-* Unscaling
-*
- A( 1, 1 ) = ANORM*A( 1, 1 )
- A( 2, 1 ) = ANORM*A( 2, 1 )
- A( 1, 2 ) = ANORM*A( 1, 2 )
- A( 2, 2 ) = ANORM*A( 2, 2 )
- B( 1, 1 ) = BNORM*B( 1, 1 )
- B( 2, 1 ) = BNORM*B( 2, 1 )
- B( 1, 2 ) = BNORM*B( 1, 2 )
- B( 2, 2 ) = BNORM*B( 2, 2 )
-*
- IF( WI.EQ.ZERO ) THEN
- ALPHAR( 1 ) = A( 1, 1 )
- ALPHAR( 2 ) = A( 2, 2 )
- ALPHAI( 1 ) = ZERO
- ALPHAI( 2 ) = ZERO
- BETA( 1 ) = B( 1, 1 )
- BETA( 2 ) = B( 2, 2 )
- ELSE
- ALPHAR( 1 ) = ANORM*WR1 / SCALE1 / BNORM
- ALPHAI( 1 ) = ANORM*WI / SCALE1 / BNORM
- ALPHAR( 2 ) = ALPHAR( 1 )
- ALPHAI( 2 ) = -ALPHAI( 1 )
- BETA( 1 ) = ONE
- BETA( 2 ) = ONE
- END IF
-*
- RETURN
-*
-* End of DLAGV2
-*
- END